TG57 - 1¾% Treasury Gilt 2057
Performance Attribution
| Start Dirty Price: | mark-to-market | £47.936 | Carry: | £0.197 |
|---|---|---|---|---|
| mark-to-model | £47.387 | Rolldown: | £-0.013 | |
| End Dirty Price: | mark-to-market | £46.985 | Variation: | £-0.767 |
| mark-to-model | £46.824 | Unexplained: | £-0.368 |